TLT5.L vs. ^TYX

Last updated Apr 2, 2026

Compare and contrast key facts about Leverage Shares 5x Long 20+ Year Treasury Bond ETP Securities (TLT5.L) and Treasury Yield 30 Years (^TYX).

TLT5.L is an actively managed fund by Leverage Shares. It was launched on May 15, 2023.

Performance

TLT5.L vs. ^TYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 5x Long 20+ Year Treasury Bond ETP Securities (TLT5.L) and Treasury Yield 30 Years (^TYX). The values are adjusted to include any dividend payments, if applicable.

TLT5.L vs. ^TYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TLT5.L Leverage Shares 5x Long 20+ Year Treasury Bond ETP Securities	-9.38%	-26.09%	-59.61%	21.31%
^TYX Treasury Yield 30 Years	1.24%	1.13%	19.08%	4.61%

Returns By Period

In the year-to-date period, TLT5.L achieves a -9.38% return, which is significantly lower than ^TYX's 1.24% return.

TLT5.L

• 1D: 1.68%
• 1M: -15.27%
• YTD: -9.38%
• 6M: -19.17%
• 1Y: -40.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^TYX

• 1D: 0.18%
• 1M: 4.30%
• YTD: 1.24%
• 6M: 3.92%
• 1Y: 8.50%
• 3Y*: 9.92%
• 5Y*: 15.93%
• 10Y*: 6.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TLT5.L vs. ^TYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TLT5.L

TLT5.L Risk / Return Rank: 2
TLT5.L Sharpe Ratio Rank: 2
TLT5.L Sortino Ratio Rank: 3
TLT5.L Omega Ratio Rank: 3
TLT5.L Calmar Ratio Rank: 1
TLT5.L Martin Ratio Rank: 4

^TYX

^TYX Risk / Return Rank: 28
^TYX Sharpe Ratio Rank: 35
^TYX Sortino Ratio Rank: 33
^TYX Omega Ratio Rank: 31
^TYX Calmar Ratio Rank: 21
^TYX Martin Ratio Rank: 21

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TLT5.L vs. ^TYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 5x Long 20+ Year Treasury Bond ETP Securities (TLT5.L) and Treasury Yield 30 Years (^TYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	TLT5.L	^TYX	Difference
Sharpe ratio Return per unit of total volatility	-0.70	0.57	-1.27
Sortino ratio Return per unit of downside risk	-0.79	0.95	-1.74
Omega ratio Gain probability vs. loss probability	0.91	1.11	-0.20
Calmar ratio Return relative to maximum drawdown	-0.81	0.20	-1.01
Martin ratio Return relative to average drawdown	-1.05	0.38	-1.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TLT5.L vs. ^TYX - Sharpe Ratio Comparison

The current TLT5.L Sharpe Ratio is -0.70, which is lower than the ^TYX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of TLT5.L and ^TYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TLT5.L	^TYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.70	0.57	-1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.36	-0.03	-0.34

Correlation

The correlation between TLT5.L and ^TYX is -0.79. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Drawdowns

TLT5.L vs. ^TYX - Drawdown Comparison

The maximum TLT5.L drawdown since its inception was -84.31%, roughly equal to the maximum ^TYX drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for TLT5.L and ^TYX.

Drawdown Indicators

	TLT5.L	^TYX	Difference
Max Drawdown Largest peak-to-trough decline	-84.31%	-88.52%	+4.21%
Max Drawdown (1Y) Largest decline over 1 year	-49.16%	-10.83%	-38.33%
Max Drawdown (5Y) Largest decline over 5 years	—	-30.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-72.86%	—
Current Drawdown Current decline from peak	-83.48%	-39.94%	-43.54%
Average Drawdown Average peak-to-trough decline	-63.64%	-46.00%	-17.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.14%	5.64%	+32.50%

Volatility

TLT5.L vs. ^TYX - Volatility Comparison

Leverage Shares 5x Long 20+ Year Treasury Bond ETP Securities (TLT5.L) has a higher volatility of 17.30% compared to Treasury Yield 30 Years (^TYX) at 4.20%. This indicates that TLT5.L's price experiences larger fluctuations and is considered to be riskier than ^TYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TLT5.L	^TYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.30%	4.20%	+13.10%
Volatility (6M) Calculated over the trailing 6-month period	32.37%	8.18%	+24.19%
Volatility (1Y) Calculated over the trailing 1-year period	58.15%	14.52%	+43.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	88.06%	25.36%	+62.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	88.06%	33.22%	+54.84%